-95.4%
UVXY vs SN
+476.8%
-572.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | -0.6% |
| 7D | +2.3% | -3.4% | +5.7% | -0.9% |
| 30D | -15.0% | -9.1% | -6.0% | -21.7% |
| 3M | -39.8% | +31.8% | -71.6% | -20.0% |
| 6M | -60.0% | +52.0% | -112.1% | -34.7% |
| YTD | -48.8% | +51.3% | -100.1% | -14.4% |
| 1Y | -67.3% | +46.9% | -114.2% | -45.7% |
| 3Y | -94.8% | +394.9% | -489.8% | -77.3% |
| All | -95.4% | +476.8% | -572.2% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling